Doctor Zhivago(1965) [Dr. Yuri Zhivago]: Dies of a heart attack while calling out to Julie Christie in the street.

Genghis Khan(1965) [Genghis Khan]: Mortally wounded in a battle with Stephen Boyd; he dies shortly afterwards, after turning over his throne to his son.

The Night of the Generals(1967) [Major Grau]: Shot twice in the chest by Peter O'Toole when Omar goes to arrest him. (Thanks to Zoran and Robert)

Che!(1969) [Che Guevara]: Executed by a firing squad; his body is shown being carried out on a stretcher at the beginning of the movie, and the rest of the movie shows his life leading up to the execution.

Mysterious Island (La Isla misteriosa y el capitan Nemo; Captain Nemo) (1973) [Captain Nemo]: Killed when his submarine and the island are destroyed by a volcanic eruption, on top of having been shot and mortally wounded. (Thanks to Johan)